WCMIX vs. FAOSX
WCMIX (WCM Focused International Growth Fund) and FAOSX (Fidelity Advisor Overseas Fund Class Z) are both Foreign Large Cap Equities funds. Over the past 5 years, WCMIX returned 4.38%/yr vs 2.86%/yr for FAOSX. Their correlation of 0.86 means they have usually moved in the same direction. WCMIX charges 1.04%/yr vs 1.02%/yr for FAOSX.
Performance
WCMIX vs. FAOSX - Performance Comparison
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Returns By Period
WCMIX
- 1D
- 3.41%
- 1M
- -1.59%
- 6M
- 4.93%
- YTD
- 12.14%
- 1Y
- 14.14%
- 3Y*
- 13.70%
- 5Y*
- 4.38%
- 10Y*
- 11.09%
- ALL TIME*
- 9.51%
FAOSX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -0.26%
- 3Y*
- 7.96%
- 5Y*
- 2.86%
- 10Y*
- —
- ALL TIME*
- 8.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WCMIX vs. FAOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCMIX WCM Focused International Growth Fund | 12.14% | 20.92% | 6.96% | 16.56% | -28.90% | 17.08% | 32.80% | 35.19% | -7.37% | 25.61% |
FAOSX Fidelity Advisor Overseas Fund Class Z | 0.00% | 15.36% | 5.06% | 20.52% | -24.31% | 19.42% | 15.17% | 27.96% | -14.73% | 26.25% |
Correlation
The correlation between WCMIX and FAOSX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.86 |
Over the past year, the correlation between WCMIX and FAOSX has dropped to 0.36 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
WCMIX vs. FAOSX — Risk / Return Rank
WCMIX
FAOSX
WCMIX vs. FAOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Growth Fund (WCMIX) and Fidelity Advisor Overseas Fund Class Z (FAOSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WCMIX | FAOSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.93 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | -0.32 | +1.29 |
| Martin ratioReturn relative to average drawdown | 2.92 | -0.48 | +3.41 |
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Drawdowns
WCMIX vs. FAOSX - Drawdown Comparison
The maximum WCMIX drawdown since its inception was -39.69%, which is greater than FAOSX's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for WCMIX and FAOSX.
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Drawdown Indicators
| WCMIX | FAOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.69% | -36.24% | -3.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.95% | -7.26% | -5.69% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -13.96% | -2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -39.69% | -36.24% | -3.45% |
Max Drawdown (10Y)Largest decline over 10 years | -39.69% | — | — |
Current DrawdownCurrent decline from peak | -3.29% | -5.86% | +2.57% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -7.90% | +0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 4.48% | -0.20% |
Volatility
WCMIX vs. FAOSX - Volatility Comparison
WCM Focused International Growth Fund (WCMIX) has a higher volatility of 6.40% compared to Fidelity Advisor Overseas Fund Class Z (FAOSX) at 0.00%. This indicates that WCMIX's price experiences larger fluctuations and is considered to be riskier than FAOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCMIX | FAOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 0.00% | +6.40% |
Volatility (6M)Calculated over the trailing 6-month period | 16.91% | 0.00% | +16.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 7.68% | +11.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.21% | 16.65% | +3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.10% | 16.56% | +2.54% |
WCMIX vs. FAOSX - Expense Ratio Comparison
WCMIX has a 1.04% expense ratio, which is higher than FAOSX's 1.02% expense ratio.
Dividends
WCMIX vs. FAOSX - Dividend Comparison
WCMIX's dividend yield for the trailing twelve months is around 5.11%, less than FAOSX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOSX Fidelity Advisor Overseas Fund Class Z | 8.67% | 8.67% | 1.80% | 1.12% | 0.85% | 2.07% | 0.00% | 1.70% | 5.30% | 3.93% | 0.00% | 0.00% |
WCMIX WCM Focused International Growth Fund | 5.11% | 5.73% | 12.78% | 0.65% | 0.11% | 4.60% | 1.42% | 0.22% | 4.17% | 0.46% | 2.09% | 1.20% |
Frequently Asked Questions
WCMIX and FAOSX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCMIX has higher volatility (6.40%) compared to FAOSX (0.00%). In terms of maximum drawdown, WCMIX dropped -39.69% vs FAOSX's -36.24%.
WCMIX currently has the higher Sharpe Ratio (0.65 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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